Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1607338.6401 | 1599462.364 | 7876.2761 | 328633.9929 | 4088961.4539 | -3760327.461 |
Total P&L (%) | 1607.3386 | 1599.4624 | 7.8763 | 328.634 | 4088.9615 | -3760.3275 |
Avg Daily Profit (%) | 0.7257 | 0.7221 | 0.0036 | 0.0657 | 0.1688 | 0 |
Buy And Hold Return (%) | 362.9473 | 362.9473 | 362.9473 | 362.9473 | 362.9473 | 362.9473 |
Max Trade Drawdown | -273808 | -167619 | -129619 | -13639114 | -6968630 | -7716993 |
Profit Factor | 3.3987 | 6.5097 | 1.0207 | 1.0115 | 1.2918 | 0.7414 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 47.4576 | 44.8276 | 50 | 47.4576 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 3.7628 | 8.0119 | 1.0207 | 1.1199 | 1.5899 | 0.7414 |
Largest Winning Trade | 1431627 | 1431627 | 51213 | 7371658 | 7371658 | 4182165 |
Largest Losing Trade | -58509 | -35626 | -58509 | -4987392 | -4987392 | -3460628 |
Avg Bars in Trades | 71 | 83 | 60 | 71 | 83 | 60 |
Avg Bars in Winners | 82 | 97 | 69 | 82 | 97 | 69 |
Avg Bars in Losers | 62 | 72 | 51 | 62 | 72 | 51 |
Bars Traded | 4246 | 2434 | 1812 | 4246 | 2434 | 1812 |
Profit Streak | 77.6265 | 92.6265 | 77.6265 | 77.6265 | 92.6265 | 77.6265 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161881 | 650183 | -550641 | -657882 | 281093 | -579861 |
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{ "first_band": { "type": "dema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 76, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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